+1,553.7%
ASML vs VUG
+397.1%
+1,156.6%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.4% | +0.6% |
| 7D | -2.9% | -1.2% | -1.7% | -1.1% |
| 30D | -15.2% | -8.9% | -6.3% | -3.7% |
| 3M | -12.9% | -5.9% | -7.0% | -5.3% |
| 6M | -5.0% | -3.3% | -1.8% | +0.3% |
| YTD | +41.8% | +3.4% | +38.4% | +38.2% |
| 1Y | +46.0% | +1.9% | +44.1% | +45.3% |
| 3Y | +133.5% | +76.9% | +56.6% | +17.0% |
| 5Y | +93.0% | +63.9% | +29.1% | +9.3% |
| All | +1,553.7% | +397.1% | +1,156.6% | +145.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VUG.
Daily Out/Under-Performance
Portfolio return minus VUG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VUG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded VUG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling